+959.1%
PLTR vs NYT
+56.2%
+902.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.6% |
| 7D | -4.1% | -0.6% | -3.5% | -3.8% |
| 30D | -2.2% | +4.6% | -6.8% | -4.3% |
| 3M | +27.6% | -9.6% | +37.2% | +32.3% |
| 6M | +10.3% | -14.0% | +24.3% | +16.6% |
| YTD | -5.9% | -2.8% | -3.1% | -6.4% |
| 1Y | +1.7% | +15.6% | -13.8% | -8.0% |
| 3Y | +959.1% | +56.3% | +902.8% | +622.1% |
| All | +959.1% | +56.2% | +902.9% | +622.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling